Hierarchical Bayes Estimators of Exchangeable Poisson Mean using Laplace Approximation

  • Chung, Youn-Shik (Department of Statistics, Research Institute of Information and Communication, Pusan National University)
  • Published : 1995.04.01

Abstract

Hierarchical Bayes estimations of exchangeable mean vector of a multivariate Poisson distribution are obtained. Since sophiscated analytic integration procedures are needed, the Laplace method is employed in order tocompute these estimations approximately. An example is presented.

Keywords

References

  1. Journal of Statistical Computation and Simulation v.20 Empirical Bayes estimation of a set of binomial probabilities Albert,J.H.
  2. Journal of American Statistical Association v.78 Bayesian estimation methods for 2×2 contingency tables using mixtures of Dirichlet distributions Albert,J.H.;Gupta,A.K.
  3. Journal of American Statistical Association v.85 Sampling based approaches to calculating marginal densities DeBruijin,N.G.
  4. Technical Report, Naval Postgreaduate School, Operations Research Dept. Discrepancy tolerant hierarchical Poisson event rate analysis Gaver,D.P.
  5. Technometrics v.29 Robust empirical Bayes analysis of event rates Gaver,D.P.;O'Muircheartaigh,I.G.
  6. Journal of American Statistical Association v.85 Sampling based approaches to calculating marginal densities Gelfand,A.E.;Smith,A.F.M.
  7. Journal of American Statistical Association v.81 Accurate approximations for positive moments and marginal densities Tieney,L.;Kadane,J.B.
  8. Interium Report NP-2592, Electric Power Research Institute PWR Power Plant Reliability Data Worledge,D.H.;Strigham,R.S.;McClymont,A.S.